+209.8%
XOM vs SNAP
-78.1%
+287.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +2.8% | +6.0% | -3.2% | +2.6% |
| 30D | -3.6% | -13.8% | +10.1% | -3.2% |
| 3M | +8.2% | -0.8% | +9.0% | +8.0% |
| 6M | +14.0% | -6.2% | +20.3% | +13.8% |
| YTD | +44.6% | -34.8% | +79.4% | +46.3% |
| 1Y | +47.8% | -38.7% | +86.5% | +49.9% |
| 3Y | +79.6% | -53.5% | +133.0% | +80.3% |
| 5Y | +214.3% | -90.2% | +304.5% | +228.2% |
| All | +209.8% | -78.1% | +287.9% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling